You don't need to look any further It's not an alliance you are after, but a RTW-ticket sold by MH and others: it's valid on MH/NW/KL/9W/AS/CM/CO/EK/FJ/HV/KQ/SA/MA/UX

A lot of Skyteam airlines but not all and not only. I used this ticket last year to fly the Continental Island Hopper. KL is on it; CZ and AF are not. You can get to KUL (and back) from both CMB or MLE on MH to start or end your trip or EK through Dubai.

Look for these fare bases: YRWWJ25 / 30 / 35 / 40 in Y or CRWWJ25 / 30 / 35 / 40 in C. The number stands for the maximum allowed mileage (25k up to 40k)

After these short hops (which likely won't get you a lot of Skyteam miles) you can choose to stick with the Skyteam-companies for maximum mileage. Don't overlook the nice GUM-CNS flights to get to Australia. I flew GUM-CNS//BNE-VLI-NOU-NRT as a part of the ticket, buying an extra lowcost CNS-BNE for 50 dollars or so on Virgin Blue.

My entire itinerary (for if you're interested) was CAI-AMS-NYC-SJO-IAH-GUA-IAH-HNL-MAJ-PNI-GUM-SPN-GUM-CNS//BNE-VLI-NOU-NRT-ICN-AMS(-LCA//KRT-CAI, this last part never flown) click here for map